Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems

DOI10.1287/moor.2017.0927zbMath1441.90137arXiv1012.3189OpenAlexW2889909536WikidataQ129225492 ScholiaQ129225492MaRDI QIDQ5219721

Amol Deshpande, Jian Li

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3189

zbMATH Keywords

expected utility theorystochastic knapsackstochastic shortest path

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Combinatorial optimization (90C27)

Related Items (1)

Sequence independent lifting for a set of submodular maximization problems

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